+16.3%
SNPS vs DOW
+48.6%
-32.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.4% |
| 7D | -0.6% | -6.8% | +6.2% | -1.1% |
| 30D | -9.8% | +10.8% | -20.6% | -9.1% |
| 3M | +11.7% | +4.1% | +7.6% | +12.4% |
| 6M | -10.9% | -12.7% | +1.8% | -10.0% |
| YTD | -2.1% | +39.2% | -41.3% | -6.3% |
| All | +16.3% | +48.6% | -32.3% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling